Prediction of High Frequency Trading Financial Data Using Stacked LSTMs for Algorithmic Trading.
Jun LiuQingqin FuOnur YilmazPublished in: FSDM (2019)
Keyphrases
- high frequency
- financial data
- stock exchange
- stock trading
- financial time series
- financial information
- low frequency
- stock market
- technical indicators
- stock price
- financial markets
- visual quality
- high resolution
- stock data
- subband
- bankruptcy prediction
- wavelet coefficients
- low pass
- high frequency components
- trading systems
- electronic commerce
- credit risk
- high frequencies
- wavelet domain
- frequency band
- foreign exchange
- information extraction
- credit card
- discrete wavelet transform
- short term
- frequency domain
- electronic markets
- non stationary
- bit rate
- text mining
- financial statements